+27.2%
OMC vs IONS
-59.8%
+87.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.1% | +9.4% | 0.0% |
| 7D | +6.8% | -30.3% | +37.1% | +5.2% |
| 30D | +16.2% | -37.7% | +53.9% | +14.1% |
| 3M | +6.0% | -50.5% | +56.5% | +3.6% |
| 6M | +17.7% | -62.8% | +80.5% | +13.6% |
| YTD | +13.5% | -64.4% | +77.8% | +9.2% |
| 1Y | +27.2% | -59.5% | +86.7% | +19.5% |
| All | +27.2% | -59.8% | +87.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling